+476.2%
STX vs NKE
-75.5%
+551.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +14.6% | -1.6% | +16.2% | +15.1% |
| 30D | -26.0% | +7.6% | -33.6% | -27.6% |
| 3M | -42.6% | -6.9% | -35.7% | -41.8% |
| 6M | -35.3% | -8.5% | -26.8% | -34.8% |
| YTD | +92.5% | -38.8% | +131.3% | +120.6% |
| 1Y | +102.4% | -40.6% | +143.0% | +133.5% |
| 3Y | +673.8% | -60.9% | +734.7% | +901.3% |
| All | +476.2% | -75.5% | +551.6% | +850.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling